An analyst purchases the following derivatives with the same maturity date and underlying:
If the profit on the call option is zero at maturity, the price of the forward at maturity is:
您的回答C, 正确答案是: A
A
less than the price of the underlying.
B
equal to the price of the underlying.
C
不正确greater than the price of the underlying.
如果远期的价格小于执行价格，那么对于CALL 的来说，就不用行权，那么他的profit就是期权费-3，所以为什么选A呢
